Someone correct me if I'm wrong, but I think there is a little info in Brophy's book on K-Js, but there is no in depth coverage in English. For Norwegian
K-J rifles there is Karl Egil Hanevik's Krag-Jørgensen geværet(1994) and Norske Militærgeværer etter 1867 (1998). I highly recommend the latter book mentioned. For the Danish K-J there are a few Danish articles, but no book.